-99.1%
AMC vs UVXY
-99.6%
+0.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.1% | +7.9% | -3.1% |
| 7D | -2.8% | +2.3% | -5.2% | +0.9% |
| 30D | +14.0% | +4.0% | +10.0% | +20.2% |
| 3M | +42.5% | -21.6% | +64.1% | +42.6% |
| 6M | +142.6% | -55.1% | +197.6% | +120.0% |
| YTD | +119.2% | -53.7% | +173.0% | +109.6% |
| 1Y | +40.7% | -66.7% | +107.5% | +26.8% |
| 3Y | -57.3% | -94.6% | +37.3% | -67.3% |
| 5Y | -99.1% | -99.6% | +0.5% | -99.6% |
| All | -99.1% | -99.6% | +0.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling